From I-25:
Take I-25 to the Park Ave West/38th Ave exit.
Go West on 38th Ave. to Navajo and one block south to 37th Ave and Navajo.
OR
Head Northwest on 15th or 20th Street from Downtown Denver
Cross I25 to Central Street
Northeast to Navajo Street
Then head north for four blocks.

There is free parking on the street in front of The Bug or in the parking lot across the street.